IndependentColumnMatrixGaussian
class IndependentColumnMatrixGaussian(M:Expression<Real[_,_]>, U:Expression<Real[_,_]>, v:Expression<Real[_]>) < Distribution<Real[_,_]>
Matrix Gaussian distribution where each column is independent.
Member Variables
| Name | Description |
|---|---|
| M:Expression<Real[_,_]> | Mean. |
| U:Expression<Real[_,_]> | Among-row covariance. |
| σ2:Expression<Real[_]> | Among-column variances. |